Pre-Market IV Report June 13, 2022

Pre-Market IV Report June 13, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: GGPI UVXY DAC EMB RDBX COGT ALT BOWL RDBX CYN AEMD ATHA CFRX

Stocks expected to have increasing option volume: SPY QQQ RUT TSLA ORCL JBL ADBE

Interest rate yields increase amid stagflation fears

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 40.

Apple (AAPL) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 44.

Oracle (ORCL) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 52 into quarter results.

Bank option IV

Bank of America (BAC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 48 as interest rate yields increase amid stagflation fears.

Citigroup (C) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 49.

Goldman Sachs (GS) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 42.

JPMorgan (JPM) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 44 as interest rate yields increase amid stagflation fears.

Morgan Stanley (MS) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 47.

Wells Fargo (WFC) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 51.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 103 as interest rate yields increase amid stagflation fears. Call put ratio 1 call to 4.5 puts.

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 35 to 84 into files for 3-for-1 common stock split in form of dividend. Call put ratio 1 call to 1.3 puts.

Amazon (AMZN) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 54 after recent stock split.

Coinbase (COIN) 30-day option implied volatility is at 122; compared to its 52-week range of 45 to 174 as Bitcoin near 18-month low. Call put ratio 1 call to 2.1 puts.

Revlon (REV) 30-day option implied volatility is at 242; compared to its 52-week range of 55 to 243. Call put ratio 1 call to 4.2 puts.

Straddle prices for stocks expected to report quarterly results

Oracle (ORCL) June 67 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Adobe (ADBE) June 390 straddle priced for a move of 9% into the expected release of quarter results after the bell on June 16.

Kroger (KR) June 51 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 16.

Jabil (JBL) July 60 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 16.

Options with decreasing option implied volatility: GTLB DOCU IOVA COUP SIG
Increasing unusual option volume: DVA EWW PTEN EWC ALLY MAS REV
Increasing unusual call option volume: EWW ACI PACB AVYA
Increasing unusual put option volume: NCR EWW ALLY VSTO NLSN
Popular stocks with increasing volume: DOCU DKNG AAL CGC CSCO ABNB
Active options: AMZN AAPL AMD DOCU BROS CEI DKNG FCEL AAL CGC CSCO ABNB DNN AUR ALT APT BGFV CRBU CRON CSTE
Global S&P Futures down 1.6% in premarket, Nikkei down 3%, DAX down 1%, WTI Crude oil recently at $118, natural gas mixed, gold at $1865 an ounce